draw_lm_cov_latent_cont: Draw samples from LM model for continuous outcomes with... In LMest: Generalized Latent Markov Models

Description

Function that draws samples from the LM model for continuous outcomes with individual covariates with specific parameters.

The function is no longer maintained. Please look at drawLMlatentcont function.

Usage

 1 draw_lm_cov_latent_cont(X1, X2, param = "multilogit", Mu, Si, Be, Ga, fort = TRUE)

Arguments

 X1 desing matrix for the covariates on the initial probabilities (n x nc1) X2 desing matrix for the covariates on the transition probabilities (n x TT-1 x nc2) param type of parametrization for the transition probabilities ("multilogit" = standard multinomial logit for every row of the transition matrix, "difflogit" = multinomial logit based on the difference between two sets of parameters) Mu array of conditional means for the response variables (r x k) Si var-cov matrix common to all states (r x r) Be parameters affecting the logit for the initial probabilities Ga parametes affecting the logit for the transition probabilities fort to use fortran routine when possible (FALSE for not use fortran)

Value

 Y array of continuous outcomes (n x TT x r) U matrix containing the sequence of latent states (n x TT)

Author(s)

Francesco Bartolucci, Silvia Pandolfi, University of Perugia (IT), http://www.stat.unipg.it/bartolucci

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 ## Not run: # draw a sample for 1000 units, 10 response variable and 2 covariates n <- 1000 TT <- 5 k <- 2 nc <- 2 #number of covariates r <- 3 #number of response variables fort <- TRUE Mu <- matrix(c(-2,-2,0,0,2,2), r, k) Si <- diag(r) Ga <- matrix(c(-log(0.9/0.1),0.5,1), (nc+1)*(k-1), k) Be <- array(c(0,0.5,1), (nc+1)*(k-1)) #Simulate covariates X1 <- matrix(0, n, nc) for(j in 1:nc) X1[,j] <- rnorm(n) X2 <- array(0, c(n,TT-1,nc)) for (t in 1:(TT-1)) for(j in 1:nc){ if(t==1){ X2[,t,j] <- 0.5*X1[,j] + rnorm(n) }else{ X2[,t,j] <- 0.5*X2[,t-1,j] + rnorm(n) } } out <- draw_lm_cov_latent_cont(X1, X2, param = "multilogit", Mu, Si, Be, Ga, fort = fort) ## End(Not run)

LMest documentation built on Oct. 10, 2021, 1:09 a.m.